cryptodatapy 0.2.5__py3-none-any.whl → 0.2.6__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (36) hide show
  1. cryptodatapy/conf/tickers.csv +0 -1
  2. cryptodatapy/extract/data_vendors/CoinMetrics.ipynb +747 -0
  3. cryptodatapy/extract/data_vendors/coinmetrics_api.py +279 -209
  4. cryptodatapy/extract/data_vendors/cryptocompare_api.py +3 -5
  5. cryptodatapy/extract/data_vendors/datavendor.py +32 -12
  6. cryptodatapy/extract/data_vendors/glassnode_api.py +3 -2
  7. cryptodatapy/extract/data_vendors/tiingo_api.py +3 -2
  8. cryptodatapy/extract/datarequest.py +55 -9
  9. cryptodatapy/extract/libraries/ccxt_api.py +13 -2
  10. cryptodatapy/transform/cc_onchain_data.csv +118423 -0
  11. cryptodatapy/transform/clean.py +17 -15
  12. cryptodatapy/transform/clean_onchain_data.ipynb +4750 -0
  13. cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb +1597 -1178
  14. cryptodatapy/transform/convertparams.py +28 -18
  15. cryptodatapy/transform/credit_data.ipynb +291 -0
  16. cryptodatapy/transform/eqty_data.ipynb +809 -0
  17. cryptodatapy/transform/filter.py +13 -10
  18. cryptodatapy/transform/global_credit_data_daily.parquet +0 -0
  19. cryptodatapy/transform/od.py +1 -0
  20. cryptodatapy/transform/rates_data.ipynb +465 -0
  21. cryptodatapy/transform/us_rates_daily.csv +227752 -0
  22. cryptodatapy/util/datacredentials.py +28 -7
  23. {cryptodatapy-0.2.5.dist-info → cryptodatapy-0.2.6.dist-info}/METADATA +2 -2
  24. {cryptodatapy-0.2.5.dist-info → cryptodatapy-0.2.6.dist-info}/RECORD +26 -28
  25. cryptodatapy/.DS_Store +0 -0
  26. cryptodatapy/.idea/.gitignore +0 -3
  27. cryptodatapy/.idea/cryptodatapy.iml +0 -12
  28. cryptodatapy/.idea/csv-plugin.xml +0 -16
  29. cryptodatapy/.idea/inspectionProfiles/Project_Default.xml +0 -6
  30. cryptodatapy/.idea/inspectionProfiles/profiles_settings.xml +0 -6
  31. cryptodatapy/.idea/misc.xml +0 -4
  32. cryptodatapy/.idea/modules.xml +0 -8
  33. cryptodatapy/.idea/vcs.xml +0 -6
  34. cryptodatapy/extract/libraries/ccxt.ipynb +0 -873
  35. {cryptodatapy-0.2.5.dist-info → cryptodatapy-0.2.6.dist-info}/LICENSE +0 -0
  36. {cryptodatapy-0.2.5.dist-info → cryptodatapy-0.2.6.dist-info}/WHEEL +0 -0
@@ -22,19 +22,40 @@ class DataCredentials:
22
22
  mongo_db_password: str = None
23
23
  mongo_db_name: str = None
24
24
 
25
- # api keys
26
- cryptocompare_api_key: str = os.environ['CRYPTOCOMPARE_API_KEY']
27
- glassnode_api_key: str = os.environ['GLASSNODE_API_KEY']
28
- tiingo_api_key: str = os.environ['TIINGO_API_KEY']
29
-
30
- # api limit URLs
31
- cryptocompare_api_rate_limit: str = "https://min-api.cryptocompare.com/stats/rate/limit"
25
+ # API keys
26
+ # cryptocompare api key
27
+ try:
28
+ cryptocompare_api_key: str = os.environ['CRYPTOCOMPARE_API_KEY']
29
+ except KeyError:
30
+ cryptocompare_api_key: str = None
31
+ # glassnode api key
32
+ try:
33
+ glassnode_api_key: str = os.environ['GLASSNODE_API_KEY']
34
+ except KeyError:
35
+ glassnode_api_key: str = None
36
+ # tiingo api key
37
+ try:
38
+ tiingo_api_key: str = os.environ['TIINGO_API_KEY']
39
+ except KeyError:
40
+ tiingo_api_key: str = None
41
+ # coinmetrics api key
42
+ try:
43
+ coinmetrics_api_key: str = os.environ['COINMETRICS_API_KEY']
44
+ except KeyError:
45
+ coinmetrics_api_key: str = None
32
46
 
33
47
  # base URLs
34
48
  cryptocompare_base_url: str = 'https://min-api.cryptocompare.com/data/'
35
49
  glassnode_base_url: str = 'https://api.glassnode.com/v1/metrics/'
36
50
  tiingo_base_url: str = 'https://api.tiingo.com/tiingo/'
37
51
  aqr_base_url: str = 'https://www.aqr.com/-/media/AQR/Documents/Insights/Data-Sets/'
52
+ if coinmetrics_api_key is not None:
53
+ coinmetrics_base_url: str = 'https://api.coinmetrics.io/v4'
54
+ else:
55
+ coinmetrics_base_url: str = 'https://community-api.coinmetrics.io/v4'
56
+
57
+ # api limit URLs
58
+ cryptocompare_api_rate_limit: str = "https://min-api.cryptocompare.com/stats/rate/limit"
38
59
 
39
60
  # vendors URLs
40
61
  dbnomics_vendors_url: str = "https://db.nomics.world/providers"
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: cryptodatapy
3
- Version: 0.2.5
3
+ Version: 0.2.6
4
4
  Summary: Cryptoasset data library
5
5
  License: Apache-2.0
6
6
  Author: Systamental
@@ -35,7 +35,7 @@ Description-Content-Type: text/markdown
35
35
  ![](cryptodatapy_logo.jpeg)
36
36
 
37
37
  # CryptoDataPy
38
- ### _Better data beats fancier algorithms_
38
+ ### _Better data beats advanced algorithms_
39
39
  <br/>
40
40
 
41
41
  **CryptoDataPy** is a python library which makes it easy to build high quality data pipelines
@@ -1,17 +1,8 @@
1
- cryptodatapy/.DS_Store,sha256=PAgbS0KIr24oqHYVH0XcuP_rM0ytXS0FIC_Y5fwb5wI,6148
2
- cryptodatapy/.idea/.gitignore,sha256=qeVPxPCLyX2CwEvYb_N9OvhLqe9K2H_Py0ONq2Iuiqo,47
3
- cryptodatapy/.idea/cryptodatapy.iml,sha256=w0TW3o9qEaYr1iYR1jwYqlUBYm3KyxgnCK1PD03XvwQ,441
4
- cryptodatapy/.idea/csv-plugin.xml,sha256=kVn-REwnZha3y9sWKgqBd0RKNDr0acmLVCntWaqbMuw,392
5
- cryptodatapy/.idea/inspectionProfiles/Project_Default.xml,sha256=a3b3Z4-DvGJJ43qdAbQ_-pbTx233D2zLWV5PdsvpsxQ,256
6
- cryptodatapy/.idea/inspectionProfiles/profiles_settings.xml,sha256=YXLFmX7rPNGcnKK1uX1uKYPN0fpgskYNe7t0BV7cqkY,174
7
- cryptodatapy/.idea/misc.xml,sha256=fNK-pK0wJ6JRyiTKlpP9aQ9NC3cvTTUtdSopmICNdyo,200
8
- cryptodatapy/.idea/modules.xml,sha256=D8TS27hP9PgwvTAqVJX5b6hlLdLOwU0VNIuDSkK3ncw,276
9
- cryptodatapy/.idea/vcs.xml,sha256=b_39r807_tBAMOSSbIxyjQKeZsNYXTI-_FCT1j3FXuE,186
10
1
  cryptodatapy/__init__.py,sha256=ee1UaINHZn1A_SZ96XM3hCguQEJgiPTvKlnYsk3mmS4,185
11
2
  cryptodatapy/conf/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
12
3
  cryptodatapy/conf/fields.csv,sha256=6gl7HSZyuNeDMEuaxn4XzMZdRfF2bjGFob3Th5olfko,25717
13
4
  cryptodatapy/conf/fx_tickers.csv,sha256=vqbY93_6Zi4vXg8iu0veXZ-NDm_NV2rrmb5lNYRqNUA,288
14
- cryptodatapy/conf/tickers.csv,sha256=9rMQvB_SgKiH-zoBNMEFK_fpznDIN9lU-xt0mD12aII,357205
5
+ cryptodatapy/conf/tickers.csv,sha256=Bs9KfDKawoUPKIQZMN8CtoLYJuzOkwLh2il30c8CsqE,357066
15
6
  cryptodatapy/datasets/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
16
7
  cryptodatapy/datasets/br_econ_calendar.csv,sha256=mSM0IOIByI-0gIIL1CbDQPqHYI5lK6vavrY1ODj3Jlk,1185318
17
8
  cryptodatapy/datasets/ca_econ_calendar.csv,sha256=GtoopEhCSufBNjpAi2BiorSsm4RmoK5dfZe8lkOS-Jc,1521808
@@ -36,17 +27,17 @@ cryptodatapy/extract/data_vendors/.ipynb_checkpoints/DBNomics-checkpoint.ipynb,s
36
27
  cryptodatapy/extract/data_vendors/.ipynb_checkpoints/InvestPy-checkpoint.ipynb,sha256=ybcHKXzmmlTYEoxC-qkWmd0Pjn1WjJ5CMPvMVotqJ7o,50215
37
28
  cryptodatapy/extract/data_vendors/.ipynb_checkpoints/NasdaqDataLink-checkpoint.ipynb,sha256=hY2QkCcTiLgPnl8SQPsO8spio5-RBMGeBLYzAwgSWb4,147170
38
29
  cryptodatapy/extract/data_vendors/.ipynb_checkpoints/PandasDataReader-checkpoint.ipynb,sha256=n7vzOV6AxC_Ti5CLWW2ABMEEcbbBpiBBs4qTUBQinIg,24171
30
+ cryptodatapy/extract/data_vendors/CoinMetrics.ipynb,sha256=OtepxnBvt2DMCJpPFcY0kGhMRcKhw8ArSL85Cd3oO10,24923
39
31
  cryptodatapy/extract/data_vendors/__init__.py,sha256=Nk6gcT43d0XOLfrlVA9r--5mvHCgHfq295IKL3Puu74,354
40
- cryptodatapy/extract/data_vendors/coinmetrics_api.py,sha256=FrCMunpoF05sWrclgu2oTYT-BtDKYCOZxSHQBmMOPcg,33404
41
- cryptodatapy/extract/data_vendors/cryptocompare_api.py,sha256=yFqU9eSXHiNx7dtJzJtofudumzCnH_TCgH6Waq2y4NY,28889
42
- cryptodatapy/extract/data_vendors/datavendor.py,sha256=63iQ0W_TmRHWKt3Jf6ezcxNYP-drClGnFY_vzj-fuVg,12082
43
- cryptodatapy/extract/data_vendors/glassnode_api.py,sha256=44xpZtMWMp6-QHeCoWbPu6cFS0fKUHioUVkC2UD94V4,13024
44
- cryptodatapy/extract/data_vendors/tiingo_api.py,sha256=dUovHL3HfB5jFWxfUxMCYULTZNaGo7SBELlhcxov2ic,26349
45
- cryptodatapy/extract/datarequest.py,sha256=0TdzpU0FbbLPQlFzFDOl-5masYy76n--F_DNUm5S68Q,18139
32
+ cryptodatapy/extract/data_vendors/coinmetrics_api.py,sha256=2fnsgKkBWjzMa1jzfVa7UbJKTpMWzcFVjo0bKDEud8U,34991
33
+ cryptodatapy/extract/data_vendors/cryptocompare_api.py,sha256=3oBfQioBz1vrs9JNtwE0hBLI4BTtpFBBEEsDawmobE8,28872
34
+ cryptodatapy/extract/data_vendors/datavendor.py,sha256=kGKxHcPng6JiGGhcuPx87ij0DXl4E-OSqxlvxhJ1HQo,12642
35
+ cryptodatapy/extract/data_vendors/glassnode_api.py,sha256=PuuJOjHztoJyFijb5XU1zm1S_2NAj7MX-wC89DL_bWQ,13103
36
+ cryptodatapy/extract/data_vendors/tiingo_api.py,sha256=Bvj5nF8zCkpU3cf5ImUmCS1cd1w2UtjgQvRmQ9Wfg6g,26404
37
+ cryptodatapy/extract/datarequest.py,sha256=omKY6zxFwMMUaOGubpsBsBFBuWb4qZhQYEqVQobTls4,20582
46
38
  cryptodatapy/extract/getdata.py,sha256=HzWQyacfmphms97LVKbx1gEgcgsQJViBT4BBxL9TBXk,8703
47
39
  cryptodatapy/extract/libraries/__init__.py,sha256=9rJ_hFHWlvkPwyIkNG5bqH6HTY2jQNPIKQjzYEsVSDo,319
48
- cryptodatapy/extract/libraries/ccxt.ipynb,sha256=soYwl7McUc5IHrlnPVysP5YQ5we4UO2DJE5go0b2n3Q,34526
49
- cryptodatapy/extract/libraries/ccxt_api.py,sha256=V-uYfE7LfURZG33_C26faG2j59b6nvPvw0lmrpWKolQ,24721
40
+ cryptodatapy/extract/libraries/ccxt_api.py,sha256=_1r6wV2Eep6KlnUO8zKgjejUjsLE6bAuQBX1mGqKHNs,25197
50
41
  cryptodatapy/extract/libraries/dbnomics_api.py,sha256=M6kPIH-hKqkmeBQb-g56dY9jatqLCtSl_MnvPblHtAc,9421
51
42
  cryptodatapy/extract/libraries/investpy_api.py,sha256=qtGm3LDluXxJorvFv0w1bm1oBrcZIfE5cZSYzNYvttY,18409
52
43
  cryptodatapy/extract/libraries/library.py,sha256=070YsO1RJzm4z_enhCjqe5hrj8qsk-Ni0Q_QKoAwQ6U,12316
@@ -55,17 +46,24 @@ cryptodatapy/extract/web/__init__.py,sha256=8i0fweCeqSpdiPf-47jT240I4ca6SizCu9aD
55
46
  cryptodatapy/extract/web/aqr.py,sha256=LS1D7QzG6UWkLUfDMgBFtiHpznnnAUOpec5Sx3vRGME,11875
56
47
  cryptodatapy/extract/web/web.py,sha256=27cAzlIyYn6R29726J7p9NhSwHypas9EQSjHLILtcjk,9748
57
48
  cryptodatapy/transform/__init__.py,sha256=Spb5cGJ3V_o8hgSWOSrF8J_vsSZpFk0uzW7RpkgfbFE,131
58
- cryptodatapy/transform/clean.py,sha256=uWz9qO55o3-TZGZPPsr0tXAhg2QLMElQ6EkNy-pV96Q,12660
59
- cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb,sha256=ZCUKUSQI9YDhFt8H9fcBr3SV13FYyFp-8vXqiYWHNhM,62498
60
- cryptodatapy/transform/convertparams.py,sha256=Y7lDVmRw6bZXOhFwFxczJzPURosb1haQIpZcQyIM42Q,44284
61
- cryptodatapy/transform/filter.py,sha256=TH1cPeV8kylW2MsIeP2ilroOLe43gN8t7lLd7qVESmc,8982
49
+ cryptodatapy/transform/cc_onchain_data.csv,sha256=qA9u3hekHk_NueBlMYQ7IKATh7AlnY-EN9E9X-9kIsU,9544500
50
+ cryptodatapy/transform/clean.py,sha256=C9VypQOjdJ987TcD-qAHh7qYaoJBotvp3cWTr3ttSGM,12807
51
+ cryptodatapy/transform/clean_onchain_data.ipynb,sha256=WrVPs8_WVKEgL6XRvGUATzeinqGUDTbXv_CHivg0nXg,687176
52
+ cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb,sha256=oLdksjQgbLZ9DXx7b824TwD2EC0zdffVuiquapWiFis,67207
53
+ cryptodatapy/transform/convertparams.py,sha256=nnpzNLmo8-pY6kveLF-nW3iOPAsGfDXv7WJDTRDo0NI,44831
54
+ cryptodatapy/transform/credit_data.ipynb,sha256=Wvvnu9ejsmqCb0s3cTG8bLJaywWQCskgk6FBd5J5Vf8,1892822
55
+ cryptodatapy/transform/eqty_data.ipynb,sha256=FvxNz77g86S8SnSXazmrHr_HkW9N9nA65Bs5scTvrlE,24997
56
+ cryptodatapy/transform/filter.py,sha256=iQDUXthEXVGcrZUZLjevhDqwf9oywEQHTIh6n_sxOhU,9056
57
+ cryptodatapy/transform/global_credit_data_daily.parquet ,sha256=Dw27SX41AeSYcZyYlrGbwVe8KZM6c35TQ-gzCd2gU2I,745732
62
58
  cryptodatapy/transform/impute.py,sha256=c7qdgFg0qs_xuQnX0jazpt0wgASC0KElLZRuxTkeVKY,5519
63
- cryptodatapy/transform/od.py,sha256=LHCzs-Q1hWHixWaQLhnHRacI-sVNlLX_EFv4jOpp4Zk,31008
59
+ cryptodatapy/transform/od.py,sha256=z__CWiN70f1leqx12SS9pIvTggxpUPrg1falJIKMZCc,31031
60
+ cryptodatapy/transform/rates_data.ipynb,sha256=olKY4t2j4sfjsCYlhupTgaviC6922HHGBr-y3f80qjQ,13358
61
+ cryptodatapy/transform/us_rates_daily.csv,sha256=BIA4a6egQYrVsLk51IZ54ZXXWMwjrx_t5S4XMdvHg44,6434830
64
62
  cryptodatapy/transform/wrangle.py,sha256=cBPV2Ub4RmVCdFdx3UlOlI2s4Rc_zzoMAXWcJvqbehs,40157
65
63
  cryptodatapy/util/__init__.py,sha256=zSQ2HU2QIXzCuptJjknmrClwtQKCvIj4aNysZljIgrU,116
66
64
  cryptodatapy/util/datacatalog.py,sha256=qCCX6srXvaAbVAKuA0M2y5IK_2OEx5xA3yRahDZlC-g,13157
67
- cryptodatapy/util/datacredentials.py,sha256=KkfJJqDr1jvzdlvpKNqrPwDvWyfbA5GDY87ZG3PHpIA,1510
68
- cryptodatapy-0.2.5.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
69
- cryptodatapy-0.2.5.dist-info/WHEEL,sha256=y3eDiaFVSNTPbgzfNn0nYn5tEn1cX6WrdetDlQM4xWw,83
70
- cryptodatapy-0.2.5.dist-info/METADATA,sha256=0EFq0C4Wiznup8Kf3JqXwfMCG09SOOcCv8UiPUPU_fE,6300
71
- cryptodatapy-0.2.5.dist-info/RECORD,,
65
+ cryptodatapy/util/datacredentials.py,sha256=fXuGgI2NKCLlcnK8M37CtdyAc3O_YCV23x3KTlfakjA,2160
66
+ cryptodatapy-0.2.6.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
67
+ cryptodatapy-0.2.6.dist-info/WHEEL,sha256=y3eDiaFVSNTPbgzfNn0nYn5tEn1cX6WrdetDlQM4xWw,83
68
+ cryptodatapy-0.2.6.dist-info/METADATA,sha256=d-7_dl8LX9OwKRwxgcHYYZxptq6GXJAYZofiqoNAVa0,6301
69
+ cryptodatapy-0.2.6.dist-info/RECORD,,
cryptodatapy/.DS_Store DELETED
Binary file
@@ -1,3 +0,0 @@
1
- # Default ignored files
2
- /shelf/
3
- /workspace.xml
@@ -1,12 +0,0 @@
1
- <?xml version="1.0" encoding="UTF-8"?>
2
- <module type="PYTHON_MODULE" version="4">
3
- <component name="NewModuleRootManager">
4
- <content url="file://$MODULE_DIR$" />
5
- <orderEntry type="inheritedJdk" />
6
- <orderEntry type="sourceFolder" forTests="false" />
7
- </component>
8
- <component name="PyDocumentationSettings">
9
- <option name="format" value="PLAIN" />
10
- <option name="myDocStringFormat" value="Plain" />
11
- </component>
12
- </module>
@@ -1,16 +0,0 @@
1
- <?xml version="1.0" encoding="UTF-8"?>
2
- <project version="4">
3
- <component name="CsvFileAttributes">
4
- <option name="attributeMap">
5
- <map>
6
- <entry key="/conf/tickers.csv">
7
- <value>
8
- <Attribute>
9
- <option name="separator" value="," />
10
- </Attribute>
11
- </value>
12
- </entry>
13
- </map>
14
- </option>
15
- </component>
16
- </project>
@@ -1,6 +0,0 @@
1
- <component name="InspectionProjectProfileManager">
2
- <profile version="1.0">
3
- <option name="myName" value="Project Default" />
4
- <inspection_tool class="TodoComment" enabled="true" level="WARNING" enabled_by_default="true" />
5
- </profile>
6
- </component>
@@ -1,6 +0,0 @@
1
- <component name="InspectionProjectProfileManager">
2
- <settings>
3
- <option name="USE_PROJECT_PROFILE" value="false" />
4
- <version value="1.0" />
5
- </settings>
6
- </component>
@@ -1,4 +0,0 @@
1
- <?xml version="1.0" encoding="UTF-8"?>
2
- <project version="4">
3
- <component name="ProjectRootManager" version="2" project-jdk-name="Python 3.9 (cryptodatapy)" project-jdk-type="Python SDK" />
4
- </project>
@@ -1,8 +0,0 @@
1
- <?xml version="1.0" encoding="UTF-8"?>
2
- <project version="4">
3
- <component name="ProjectModuleManager">
4
- <modules>
5
- <module fileurl="file://$PROJECT_DIR$/.idea/cryptodatapy.iml" filepath="$PROJECT_DIR$/.idea/cryptodatapy.iml" />
6
- </modules>
7
- </component>
8
- </project>
@@ -1,6 +0,0 @@
1
- <?xml version="1.0" encoding="UTF-8"?>
2
- <project version="4">
3
- <component name="VcsDirectoryMappings">
4
- <mapping directory="$PROJECT_DIR$/../.." vcs="Git" />
5
- </component>
6
- </project>